Substitute types with abstractions #132
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TODO: add tests with different covariance matrix types |
odunbar
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Mar 29, 2022
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Hi Tom - This looks great! I only had a couple of very small comments.
Beside these I should point out that:
- I definitely like the removal of decomposition wrapper
- I like the VecOrMat types to deal with reshaping issues
- I like the mutability of MCMC (finally we can remove the
[1]array changes)
Just a small point in the SVD
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LGTM! Merge away |
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Update: 5d9def7 is a rebase & squash of commits made up to @odunbar's approval. Extra commits should be non-controversial:
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Implements abstract typing done in EnsembleKalmanProcesses.jl#100. Adds support & tests for covariance as a dense matrix, Diagonal or UniformScaling type. Use abstract types in Emulator Combine logic for GaussianProcess predict() Use abstract types in GaussianProcess Use abstract types in MarkovChainMonteCarlo Add UniformScaling as a covariance type Correct SVD transformation Qualify use of GaussianProcesses.GPE, for clarity Fix DataContainers import Make MCMC struct mutable (to be reverted in PR #130) Methods & tests for Diagonal, UniformScaling cov types
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This PR implements the abstract typing done in CliMA/EnsembleKalmanProcesses.jl#100, e.g.
Array{FT, 2}→AbstractMatrix{FT}, in order to be consistent with that dependency.See the discussion concerning performance at that PR; use of abstract types is recommended against for perf reasons, but the rationale here is that the code is essentially "glue" rather than numerical routines appearing in hot loops, so writing for generality over perf is justified.
Another downside is that existing abstract types aren't "abstract" enough, e.g.
UniformScalingis not a subtype ofAbstractMatrixand must be handled separately.As a benefit, the changes made here result in some method signatures being more strongly typed than they are in
master, allowing us to replace repeated code with multiple dispatch ("Don't Repeat Yourself").MCMCis changed to a mutable struct, instead of continuing the current code's practice of enabling mutability by making fields of the struct 1x1 Arrays instead of scalars. This change is a moot point, however, since it will be overridden by PR #130.